The Metalog System transforms uniform random numbers generated by the HDR or other random number algorithms into virtually any continuous random variate. Invented by Tom Keelin, this system replaces hundreds of arcane mathematical equations for different types of uncertainties with a single elegant family of formulas. The system not only replicates traditional statistical results, but it goes beyond them by detecting multiple populations within a single data set and providing analytical expressions for multi-modal distributions. The most important feature of the metalogs is their ability to express almost any continuous probability distribution with a single formula driven by multiple parameters. This “one size fits all” approach vastly simplifies the implementation of the probability power grid.

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Multivariate Metalogs

It is possible to create multivariate metalog distributions in which the quantities of one variable depend on the result of another variable. In the rotating figure below, the large red dots denote the Length, Girth and Weight of a set of Steelhead Trout. The small blue dots denote a set of simulated trout based off of a Conditional Metalog distribution. An interactive version of this graphic is available here.